-1.8%
AWK vs MNDY
-53.2%
+51.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | 0.0% |
| 7D | +0.6% | -14.1% | +14.7% | +0.9% |
| 30D | +4.3% | -8.5% | +12.8% | +4.4% |
| 3M | +12.5% | -2.5% | +15.1% | +12.5% |
| 6M | +3.3% | +0.1% | +3.2% | +3.1% |
| YTD | +9.8% | -45.0% | +54.8% | +11.0% |
| 1Y | +2.9% | -58.1% | +61.0% | +4.6% |
| 3Y | +9.6% | -52.6% | +62.2% | +8.6% |
| 5Y | -16.7% | -79.3% | +62.6% | -21.4% |
| All | -1.8% | -53.2% | +51.3% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MNDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling